+300.6%
SPOT vs SN
+650.0%
-349.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.3% |
| 7D | -2.6% | +1.4% | -4.0% | -2.8% |
| 30D | +13.5% | +16.6% | -3.1% | +11.1% |
| 3M | +22.2% | +18.3% | +4.0% | +19.2% |
| 6M | +38.3% | +103.1% | -64.8% | +24.9% |
| YTD | +3.1% | +96.7% | -93.7% | -7.1% |
| 1Y | -7.6% | +134.3% | -142.0% | -19.0% |
| 3Y | +250.0% | +425.2% | -175.2% | +195.6% |
| All | +300.6% | +650.0% | -349.4% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling